+5,778.3%
MU vs CG
+345.5%
+5,432.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.4% |
| 7D | +7.2% | -1.3% | +8.4% | +7.9% |
| 30D | +14.0% | -3.2% | +17.1% | +15.6% |
| 3M | +5.4% | +6.2% | -0.8% | +1.1% |
| 6M | +170.3% | -4.7% | +174.9% | +173.9% |
| YTD | +250.7% | -20.6% | +271.3% | +290.2% |
| 1Y | +662.1% | -26.4% | +688.5% | +782.8% |
| 3Y | +1,341.2% | +55.4% | +1,285.8% | +967.6% |
| 5Y | +1,319.3% | +9.8% | +1,309.5% | +1,119.4% |
| 10Y | +5,778.3% | +341.4% | +5,436.9% | +2,373.6% |
| All | +5,778.3% | +345.5% | +5,432.8% | +2,373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling